ctrt05.f

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*> \brief \b CTRT05
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*  Definition:
*  ===========
*
*       SUBROUTINE CTRT05( UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB, X,
*                          LDX, XACT, LDXACT, FERR, BERR, RESLTS )
*
*       .. Scalar Arguments ..
*       CHARACTER          DIAG, TRANS, UPLO
*       INTEGER            LDA, LDB, LDX, LDXACT, N, NRHS
*       ..
*       .. Array Arguments ..
*       REAL               BERR( * ), FERR( * ), RESLTS( * )
*       COMPLEX            A( LDA, * ), B( LDB, * ), X( LDX, * ),
*      $                   XACT( LDXACT, * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> CTRT05 tests the error bounds from iterative refinement for the
*> computed solution to a system of equations A*X = B, where A is a
*> triangular n by n matrix.
*>
*> RESLTS(1) = test of the error bound
*>           = norm(X - XACT) / ( norm(X) * FERR )
*>
*> A large value is returned if this ratio is not less than one.
*>
*> RESLTS(2) = residual from the iterative refinement routine
*>           = the maximum of BERR / ( (n+1)*EPS + (*) ), where
*>             (*) = (n+1)*UNFL / (min_i (abs(A)*abs(X) +abs(b))_i )
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] UPLO
*> \verbatim
*>          UPLO is CHARACTER*1
*>          Specifies whether the matrix A is upper or lower triangular.
*>          = 'U':  Upper triangular
*>          = 'L':  Lower triangular
*> \endverbatim
*>
*> \param[in] TRANS
*> \verbatim
*>          TRANS is CHARACTER*1
*>          Specifies the form of the system of equations.
*>          = 'N':  A * X = B  (No transpose)
*>          = 'T':  A'* X = B  (Transpose)
*>          = 'C':  A'* X = B  (Conjugate transpose = Transpose)
*> \endverbatim
*>
*> \param[in] DIAG
*> \verbatim
*>          DIAG is CHARACTER*1
*>          Specifies whether or not the matrix A is unit triangular.
*>          = 'N':  Non-unit triangular
*>          = 'U':  Unit triangular
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The number of rows of the matrices X, B, and XACT, and the
*>          order of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in] NRHS
*> \verbatim
*>          NRHS is INTEGER
*>          The number of columns of the matrices X, B, and XACT.
*>          NRHS >= 0.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*>          A is COMPLEX array, dimension (LDA,N)
*>          The triangular matrix A.  If UPLO = 'U', the leading n by n
*>          upper triangular part of the array A contains the upper
*>          triangular matrix, and the strictly lower triangular part of
*>          A is not referenced.  If UPLO = 'L', the leading n by n lower
*>          triangular part of the array A contains the lower triangular
*>          matrix, and the strictly upper triangular part of A is not
*>          referenced.  If DIAG = 'U', the diagonal elements of A are
*>          also not referenced and are assumed to be 1.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the array A.  LDA >= max(1,N).
*> \endverbatim
*>
*> \param[in] B
*> \verbatim
*>          B is COMPLEX array, dimension (LDB,NRHS)
*>          The right hand side vectors for the system of linear
*>          equations.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*>          LDB is INTEGER
*>          The leading dimension of the array B.  LDB >= max(1,N).
*> \endverbatim
*>
*> \param[in] X
*> \verbatim
*>          X is COMPLEX array, dimension (LDX,NRHS)
*>          The computed solution vectors.  Each vector is stored as a
*>          column of the matrix X.
*> \endverbatim
*>
*> \param[in] LDX
*> \verbatim
*>          LDX is INTEGER
*>          The leading dimension of the array X.  LDX >= max(1,N).
*> \endverbatim
*>
*> \param[in] XACT
*> \verbatim
*>          XACT is COMPLEX array, dimension (LDX,NRHS)
*>          The exact solution vectors.  Each vector is stored as a
*>          column of the matrix XACT.
*> \endverbatim
*>
*> \param[in] LDXACT
*> \verbatim
*>          LDXACT is INTEGER
*>          The leading dimension of the array XACT.  LDXACT >= max(1,N).
*> \endverbatim
*>
*> \param[in] FERR
*> \verbatim
*>          FERR is REAL array, dimension (NRHS)
*>          The estimated forward error bounds for each solution vector
*>          X.  If XTRUE is the true solution, FERR bounds the magnitude
*>          of the largest entry in (X - XTRUE) divided by the magnitude
*>          of the largest entry in X.
*> \endverbatim
*>
*> \param[in] BERR
*> \verbatim
*>          BERR is REAL array, dimension (NRHS)
*>          The componentwise relative backward error of each solution
*>          vector (i.e., the smallest relative change in any entry of A
*>          or B that makes X an exact solution).
*> \endverbatim
*>
*> \param[out] RESLTS
*> \verbatim
*>          RESLTS is REAL array, dimension (2)
*>          The maximum over the NRHS solution vectors of the ratios:
*>          RESLTS(1) = norm(X - XACT) / ( norm(X) * FERR )
*>          RESLTS(2) = BERR / ( (n+1)*EPS + (*) )
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup complex_lin
*
*  =====================================================================
      SUBROUTINE ctrt05( UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB, X,
     $                   LDX, XACT, LDXACT, FERR, BERR, RESLTS )
*
*  -- LAPACK test routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          DIAG, TRANS, UPLO
      INTEGER            LDA, LDB, LDX, LDXACT, N, NRHS
*     ..
*     .. Array Arguments ..
      REAL               BERR( * ), FERR( * ), RESLTS( * )
      COMPLEX            A( LDA, * ), B( LDB, * ), X( LDX, * ),
     $                   xact( ldxact, * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ZERO, ONE
      parameter( zero = 0.0e+0, one = 1.0e+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            NOTRAN, UNIT, UPPER
      INTEGER            I, IFU, IMAX, J, K
      REAL               AXBI, DIFF, EPS, ERRBND, OVFL, TMP, UNFL, XNORM
      COMPLEX            ZDUM
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      INTEGER            ICAMAX
      REAL               SLAMCH
      EXTERNAL           lsame, icamax, slamch
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          abs, aimag, max, min, real
*     ..
*     .. Statement Functions ..
      REAL               CABS1
*     ..
*     .. Statement Function definitions ..
      cabs1( zdum ) = abs( real( zdum ) ) + abs( aimag( zdum ) )
*     ..
*     .. Executable Statements ..
*
*     Quick exit if N = 0 or NRHS = 0.
*
      IF( n.LE.0 .OR. nrhs.LE.0 ) THEN
         reslts( 1 ) = zero
         reslts( 2 ) = zero
         RETURN
      END IF
*
      eps = slamch( 'Epsilon' )
      unfl = slamch( 'Safe minimum' )
      ovfl = one / unfl
      upper = lsame( uplo, 'U' )
      notran = lsame( trans, 'N' )
      unit = lsame( diag, 'u' )
*
*     Test 1:  Compute the maximum of
*        norm(X - XACT) / ( norm(X) * FERR )
*     over all the vectors X and XACT using the infinity-norm.
*
      ERRBND = ZERO
      DO 30 J = 1, NRHS
         IMAX = ICAMAX( N, X( 1, J ), 1 )
         XNORM = MAX( CABS1( X( IMAX, J ) ), UNFL )
         DIFF = ZERO
         DO 10 I = 1, N
            DIFF = MAX( DIFF, CABS1( X( I, J )-XACT( I, J ) ) )
   10    CONTINUE
*
.GT.         IF( XNORMONE ) THEN
            GO TO 20
.LE.         ELSE IF( DIFFOVFL*XNORM ) THEN
            GO TO 20
         ELSE
            ERRBND = ONE / EPS
            GO TO 30
         END IF
*
   20    CONTINUE
.LE.         IF( DIFF / XNORMFERR( J ) ) THEN
            ERRBND = MAX( ERRBND, ( DIFF / XNORM ) / FERR( J ) )
         ELSE
            ERRBND = ONE / EPS
         END IF
   30 CONTINUE
      RESLTS( 1 ) = ERRBND
*
*     Test 2:  Compute the maximum of BERR / ( (n+1)*EPS + (*) ), where
*     (*) = (n+1)*UNFL / (min_i (abs(A)*abs(X) +abs(b))_i )
*
      IFU = 0
      IF( UNIT )
     $   IFU = 1
      DO 90 K = 1, NRHS
         DO 80 I = 1, N
            TMP = CABS1( B( I, K ) )
            IF( UPPER ) THEN
.NOT.               IF( NOTRAN ) THEN
                  DO 40 J = 1, I - IFU
                     TMP = TMP + CABS1( A( J, I ) )*CABS1( X( J, K ) )
   40             CONTINUE
                  IF( UNIT )
     $               TMP = TMP + CABS1( X( I, K ) )
               ELSE
                  IF( UNIT )
     $               TMP = TMP + CABS1( X( I, K ) )
                  DO 50 J = I + IFU, N
                     TMP = TMP + CABS1( A( I, J ) )*CABS1( X( J, K ) )
   50             CONTINUE
               END IF
            ELSE
               IF( NOTRAN ) THEN
                  DO 60 J = 1, I - IFU
                     TMP = TMP + CABS1( A( I, J ) )*CABS1( X( J, K ) )
   60             CONTINUE
                  IF( UNIT )
     $               TMP = TMP + CABS1( X( I, K ) )
               ELSE
                  IF( UNIT )
     $               TMP = TMP + CABS1( X( I, K ) )
                  DO 70 J = I + IFU, N
                     TMP = TMP + CABS1( A( J, I ) )*CABS1( X( J, K ) )
   70             CONTINUE
               END IF
            END IF
.EQ.            IF( I1 ) THEN
               AXBI = TMP
            ELSE
               AXBI = MIN( AXBI, TMP )
            END IF
   80    CONTINUE
         TMP = BERR( K ) / ( ( N+1 )*EPS+( N+1 )*UNFL /
     $         MAX( AXBI, ( N+1 )*UNFL ) )
.EQ.         IF( K1 ) THEN
            RESLTS( 2 ) = TMP
         ELSE
            RESLTS( 2 ) = MAX( RESLTS( 2 ), TMP )
         END IF
   90 CONTINUE
*
      RETURN
*
*     End of CTRT05
*
      END